Finite-Sample Risk Bounds for Maximum Likelihood Estimation With Arbitrary Penalties

DOI10.1109/TIT.2017.2789214zbMath1391.94887arXiv1712.10087OpenAlexW2963374612MaRDI QIDQ4569216

Jason M. Klusowski, W. D. Brinda

Publication date: 27 June 2018

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.10087

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Bounds on codes (94B65) Statistical aspects of information-theoretic topics (62B10)

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